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CDO pricing with factor models: survey and comments
Home
Publications
CDO pricing with factor models: survey and comments
CDO pricing with factor models: survey and comments
LA
Leif Andersen
Leif Andersen
JS
Jakob Sidenius
Jakob Sidenius
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1 January 2005
journal article
Published by
Infopro Digital Services Limited
in
Journal of Credit Risk
Vol. 1
(3)
,
71-88
https://doi.org/10.21314/jcr.2005.019
Abstract
No abstract available
Cited by 30 articles